On B-robust instrumental variable estimation of the linear model with panel data
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- Jaya Krishnakumar, 1995. "A General Methodology of Robust Estimation for Panel Data Models," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 95.02, Institut d'Economie et Econométrie, Université de Genève.
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"Small sample properties of generalized method of moments based Wald tests,"
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- White, Halbert, 1982. "Instrumental Variables Regression with Independent Observations," Econometrica, Econometric Society, vol. 50(2), pages 483-99, March.
- Ronchetti, Elvezio & Trojani, Fabio, 2001. "Robust inference with GMM estimators," Journal of Econometrics, Elsevier, vol. 101(1), pages 37-69, March.
- Hinloopen, Jeroen & Wagenvoort, Rien, 1997. "On the computation and efficiency of a HBP-GM estimator some simulation results," Computational Statistics & Data Analysis, Elsevier, vol. 25(1), pages 1-15, July.
- Krasker, William S & Welsch, Roy E, 1985. "Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables," Econometrica, Econometric Society, vol. 53(6), pages 1475-88, November.
- Kocherlakota, Narayana R., 1990. "On tests of representative consumer asset pricing models," Journal of Monetary Economics, Elsevier, vol. 26(2), pages 285-304, October.
- Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July.
- Krasker, William S, 1986. "Two-Stage Bounded-Influence Estimators for Simultaneous-Equations Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(4), pages 437-44, October.
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